Congress Trading Dashboard
Export DataThe Stock Trading on Congressional Knowledge Act requires U.S. Senators and U.S. Representatives to publicly file and disclose any financial transaction within 45 days of its occurrence. We download those disclosures, parse them for stock trades, fetch the stock's performance in the time following the transaction, and calculate each politician's cumulative return from their trades.
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Recent Trades - U.S. Congress
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Estimated excess return of the underlying stock since the transaction
Congress Long-Short Strategy
This strategy tracks the performance of stocks that have been purchased or sold by members of U.S. Congress (or their family). It takes a long position in stocks that have been purchased, and a short position in stocks which have been sold. This strategy is weighted based on the reported size of the transactions and employs leverage with 130% long exposure and 30% short exposure, with weekly rebalancing.
Backtest Start Date: 2020-04-01Key Metrics
+ Show Full MetricsReturn (1d)
1.16%Return (30d)
-0.19%Return (1y)
5.02%CAGR (Total)
38.21%Max Drawdown
-24.40%Beta
1.17Alpha
0.12Sharpe Ratio
1.055Win Rate
51.45%Average Win
0.35%Average Loss
-0.21%Annual Volatility
6.73%Annual Std Dev
0.26Information Ratio
0.78Treynor Ratio
0.23Total Trades
3429Metrics Definitions
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Alpha
Measures a portfolio's risk-adjusted performance against that of its benchmark
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Annual Standard Deviation
Measures how much the portfolio's total return varies from its mean or average.
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Annual Volatility
A statistical measure of the dispersion of returns for the portfolio.
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Average Win
The average return (%) for trades that resulted in a positive return.
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Average Loss
The average return (%) for trades that resulted in a negative return.
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Beta
A measure of the volatility of the portfolio compared to the market as a whole.
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CAGR
CAGR (Compounded Annual Growth Rate), is the historical annualized rate of return for an investment strategy, throughout the backtest period.
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Information Ratio
A measurement of portfolio returns beyond the returns of its benchmark compared to the volatility of those returns.
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Max Drawdown
the maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained.
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Sharpe Ratio
The Sharpe Ratio is a measure of historical risk-adjusted return, which quantifies the amount of return that an investor received per unit of risk.
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Total Trades
The total number of trades made by this strategy.
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Treynor Ratio
Attempts to measure how successful an investment is in providing compensation to investors for taking on investment risk.
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Win Rate
The percentage of total trades that resulted in a positive return.
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Most Active Congressional Traders - Last Year
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